Problem

The alias method, as stated in Sec. 8.4.3, requires generating at least two U(0, 1) random...

The alias method, as stated in Sec. 8.4.3, requires generating at least two U(0, 1) random numbers—one to generate I in step 1 and the other to determine whether I or its alias is returned in step 2. Show that the following version of the alias method, which requires only one random number, is also valid:

1. Generate U ~ U(0, 1).


2. Let V = (n + 1)U, I = ⌊V⌋, and Uʹ = VI.


3. If Uʹ ≤ FI, return X = I. Otherwise, return X = LI.

[Hint: What is the joint distribution of I and Uʹ? Although this “trick” does reduce the number of random numbers generated, it is probably not a good idea, since it depends on the low-order (least significant) bits of VI being “random,” which may be doubtful for many (pseudo) random-number generators.]

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Solutions For Problems in Chapter 8